Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47725.32 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46330.4 Kr¶

PnL: ---------------------------------------> -558.17 Kr¶

DD now: ---------------------------------> -1.86 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 14:41:28.525241'

Anic Portfolio¶

Today¶

Return: 0.869 %¶

This Week¶

Return: 0.404 %¶

Total¶

Return: 56.24 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 3.540000 3192.800000 221.800000 7.470000 2971.000006
HEBA B 70 0.000000 2733.500000 97.500000 3.700000 2636.000010
SAAB B 8 0.910000 3457.600000 80.600000 2.390000 3377.000000
FM Mattsson Mora Group B 50 -1.650000 2980.000000 53.000000 1.810000 2927.000000
Corem Property Group B 59 0.770000 615.960000 38.960000 6.750000 576.999999
Norva24 Group 16 -0.890000 570.880000 27.880000 5.130000 543.000000
AcadeMedia 12 0.950000 584.880000 27.880000 5.010000 557.000004
Samhällsbyggnadsbo. i Norden B 20 1.000000 382.000000 27.000000 7.610000 355.000000
Resurs Holding 22 3.970000 599.280000 25.280000 4.400000 573.999998
MedCap 2 1.360000 446.000000 25.000000 5.940000 421.000000
Eastnine 4 0.780000 513.600000 22.600000 4.600000 491.000000
OEM International B 7 1.040000 541.800000 13.800000 2.610000 527.999997
Sampo Oyj SDB 7 1.940000 3860.500000 10.500000 0.270000 3850.000000
Fastighetsbolag. Emilshus Pref 21 1.120000 571.200000 9.200000 1.640000 562.000005
Intrum 4 -0.040000 536.000000 9.000000 1.710000 527.000000
HMS Networks 2 -0.930000 680.000000 7.000000 1.040000 673.000000
Essity A 4 0.170000 1152.000000 3.000000 0.260000 1149.000000
Swedbank A 3 0.640000 566.550000 2.550000 0.450000 564.000000
Essity B 2 0.910000 576.400000 2.400000 0.420000 574.000000
Coor Service Management Hold. 8 0.750000 534.000000 2.000000 0.380000 532.000000
Boozt 12 1.850000 1654.800000 0.800000 0.050000 1653.999996
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Handelsbanken A 5 0.420000 542.500000 -3.500000 -0.640000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.200000 241.680000 -4.320000 -1.760000 246.000000
Securitas B 6 -0.040000 563.520000 -6.480000 -1.140000 570.000000
Karnov Group 9 1.910000 527.400000 -8.600000 -1.600000 536.000004
CTEK 13 1.430000 524.810000 -9.190000 -1.720000 533.999999
Nordea Bank Abp 29 0.530000 3438.820000 -15.180000 -0.440000 3453.999992
Midsona B 63 1.950000 558.810000 -24.190000 -4.150000 582.999984
Vivesto 1368 2.010000 569.910000 -43.090000 -7.030000 612.999432
International Petroleum Corp. 5 0.740000 542.500000 -52.070000 -8.760000 594.565215
Axfood 13 -0.210000 3633.500000 -122.500000 -3.260000 3756.000001
OX2 18 2.080000 1456.200000 -207.800000 -12.490000 1663.999992
Fasadgruppen Group 35 2.360000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 0.720000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46330.400000 -558.170000 -1.86011% 46888.564618

Updated:¶

'2023-01-20 14:41:40.851746'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶